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authorGuillaume Horel <guillaume.horel@gmail.com>2017-12-18 13:11:07 -0500
committerGuillaume Horel <guillaume.horel@gmail.com>2017-12-18 13:11:07 -0500
commit95adce57909cb778c274ab328ae59c23c8820baa (patch)
tree8a7e078bfbe38fb94bfb90babd6fdeabcbccbd8c /man/lossdistrib.fft.Rd
parent72549cc50059c32291a33c8933ee4a767438df61 (diff)
downloadlossdistrib-95adce57909cb778c274ab328ae59c23c8820baa.tar.gz
update docs
Diffstat (limited to 'man/lossdistrib.fft.Rd')
-rw-r--r--man/lossdistrib.fft.Rd11
1 files changed, 5 insertions, 6 deletions
diff --git a/man/lossdistrib.fft.Rd b/man/lossdistrib.fft.Rd
index c4eae10..3843bdc 100644
--- a/man/lossdistrib.fft.Rd
+++ b/man/lossdistrib.fft.Rd
@@ -1,4 +1,4 @@
-% Generated by roxygen2 (4.1.1): do not edit by hand
+% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/distrib.R
\name{lossdistrib.fft}
\alias{lossdistrib.fft}
@@ -14,13 +14,12 @@ A vector such that \eqn{q_k=\Pr(S=k)}
}
\description{
\code{lossdistrib.fft} computes the probability distribution of a sum
-of independent Bernouilli variables with unequal probabilities.
+of independent Bernouilli variables with unequal probabilities
+(also called the Poisson-Binomial distribution).
}
\details{
We compute the probability distribution of \eqn{S = \sum_{i=1}^n X_i}
where \eqn{X_i} is Bernouilli(\eqn{p_i}).
-This uses the FFT, thus omplexity is of order \eqn{O(n m) + O(m\log(m))}
-where \eqn{m} is the size of the grid and \eqn{n}, the number of probabilities.
-It is slower than the recursive algorithm in practice.
+This uses the FFT, thus complexity is of order \eqn{O(n \log(n))},
+compared to \eqn{O(n^2)} for the recursive algorithm.
}
-